## Deephaven - Time Recipes Notebook - Python ## https://docs.deephaven.io/ from deephaven import * # See print(sorted(dir())) or help('deephaven') for full namespace contents. # generate shared tables trades = db.t("LearnDeephaven", "StockTrades")\ .where("Date=`2017-08-25`")\ .view("Sym", "Last", "ExchangeTimestamp") ######################### # Filtering By Time usnyse = cals.calendar("USNYSE") # select business calendar using Calendars module method usnyseTime = trades.where("usnyse.isBusinessTime(ExchangeTimestamp)") # limit to trades during USNYSE business hours afternoon = usnyseTime.where("ExchangeTimestamp > '2017-08-25T12:00 NY'") # limit additionally to afternoon hours # DateTime Strings time = dbtu.convertDateTime("2017-08-25T12:00 NY") # parse string to DBDateTime using DBTimeUtils module method afternoon = trades.where("ExchangeTimestamp > time") # limit again to afternoon hours # Adjusting Time Mathematically hourAfter1 = trades.updateView("HourAfter = ExchangeTimestamp + '01:00'") hourAfter2 = trades.updateView("HourAfter = ExchangeTimestamp + 'T1h'") hourAfter3 = trades.updateView("HourAfter = ExchangeTimestamp + HOUR") timeDifference = trades.updateView("Difference=diffDay(ExchangeTimestamp, currentTime())")